Hypothetical capital of CCP
Reference date: October 1, 2026      
         
Currency RUB      
Units 1 000 000      
         
         
  FX and precious metals market Securities market Derivatives market Standardised OTC derivatives market
Hypothetical capital (KCCP) 0 16 680.57 133.78 0.69
C-factor 0.16% 127.89% 2.31% 0.16%
DFCM 2 840 2 243 1 190 1 030
DFCCP 2 600 10 800* 4 600 1 000
*including additional dedicated CCP capital in amount of 3,5 billion RUB